+369.0%
ALL vs ARMK
+130.7%
+238.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.6% | +2.8% | -5.3% | -3.3% |
| 30D | +12.7% | -1.8% | +14.5% | +12.8% |
| 3M | +0.4% | -10.9% | +11.3% | +2.8% |
| 6M | +23.8% | +21.2% | +2.6% | +17.0% |
| YTD | +27.8% | +47.0% | -19.2% | +14.7% |
| 1Y | +28.9% | +42.9% | -14.0% | +16.5% |
| 3Y | +113.9% | +95.0% | +18.9% | +76.5% |
| 5Y | +157.4% | +106.2% | +51.1% | +106.1% |
| 10Y | +369.0% | +131.6% | +237.4% | +270.4% |
| All | +369.0% | +130.7% | +238.3% | +270.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling